Pre-Market IV Report March 18, 2025

Pre-Market IV Report March 18, 2025

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information

Options with increasing option implied volatility: VOD ARQQ ZH SEI QUBT GRRR DFS MLYS PZZA RXRX FINV KODK BIDU COF NFLX DFS

Stocks expected to have increasing option volume: PDD SIG FIVE JKS GIS XPEV HROW NVDA SMCI DELL LZAR ARLP BTU COF DFS

Option IV into Nvidia’s (NVDA) developer conference

NVIDIA (NVDA) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 89. Call put ratio 1.5 calls to 1 put into Nvidia’s developer conference today.

Super Micro Computer (SMCI) 30-day option implied volatility is at 93; compared to its 52-week range of 60 to 217. Call put ratio 2 calls to 1 put into Nvidia’s (NVDA) developer conference today.

Dell Technologies (DELL) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 80. Call put ratio 1.8 calls to 1 put into Nvidia’s (NVDA) developer conference today.
Option IV into FOMC policy meeting

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 19; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.2 puts into FOMC policy meeting.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 1 put into FOMC policy meeting.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 59. Call put ratio 1.5 calls to 1 put into FOMC policy meeting.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 40. Call put ratio 1 call to 1.2 puts on 194K option contracts as gold trades $3025.

Intel (INTC) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 77. Call put ratio 2.5 calls to 1 put as share price up.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 51. Call put ratio 1.4 calls to 1 put as share price up 5%.

Luminar Technologies (LAZR) 30-day option implied volatility is at 128; compared to its 52-week range of 72 to 148. Call put ratio 6.4 calls to 1 put with a focus on a spreader of 10K contracts of March 7 and 8 calls.

Science Applications Int’l (SAIC) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 76. Call put ratio 1 call to 1 put as share price up 7.6%.

Vodafone (VOD) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 39 with a focus on 138K contracts of April 10 calls as share price up 2.9%.

Affirm Holdings (AFRM) 30-day option implied volatility is at 77; compared to its 52-week range of 58 to 106. Call put ratio 1 call to 1.1 puts as share price down 5.9%.

Franklin Resources (BEN) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 74 with a focus on 9K contracts of April 17.50 puts as share price up 2.1%.

Incyte (INCY) 30-day option implied volatility is at 43; compared to its 52-week range of 16 to 76. Call put ratio 2 calls to 1 put as share price down 7.6%.

National Vision (EYE) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 111 with a focus on 4K contracts of July 10 puts, July 15 calls and July 20 calls.

Allegro MicroSystems, Inc. (ALGM) 30-day option implied volatility is at 54; compared to its 52-week range of 35 to 89 with a focus on 25K contracts of April 22.50 puts.

Embraer (ERJ) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 57. Call put ratio 4.5 calls to 1 put with a focus on October 70 calls as share price up 4.9%.

Option IV into President Trump says will immediately starting production energy with coal

Alliance Resource Partners (ARLP) 30-day option implied volatility is at 27; compared to its 52-week range of 15 to 69. Call put ratio 1.9 calls to 1 put into President Trump says will immediately starting production energy with coal.

Peabody Energy (BTU) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 67. Call put ratio 5.9 calls to 1 put with a focus on 10K contracts of January 18 and January 22 calls into President Trump says will immediately starting production energy with coal.

Straddle prices into quarter results

Xpeng (XPEV) March 25 straddle priced for movement of 13% into the expected release of quarter results before the bell on March 18. Call put ratio 2 calls to 1 put.

Pinduoduo (PDD) March 129 straddle priced for movement of 11% into the expected release of quarter results before the bell on March 19. Call put ratio 2.9 calls to 1 put.

General Mills (GIS) March 60 straddle priced for movement of 6% into the expected release of quarter results before the bell on March 19. Call put ratio 1 call to 3.7 puts with a focus on 2K contracts of May 57.50 puts.

Options with decreasing option implied volatility: AREN MSTU RBRK ASAN ZIM CONL KSS GRPN
Increasing unusual option volume: ITUB HUN VOD GETY ALGM ZH EGY WEN TME
Increasing unusual call option volume: VOD ITUB ZH VSCO EGY WEN ARQQ HNRG EA
Increasing unusual put option volume: TME BEN CDE WEN BBWI PAGS BTG KBE CIEN SWTX
Popular stocks with increasing volume: INTC BABA PLTR MSTR BIDU HOOD SMCI VOD NIO AVGO SOFI X
Active options: NVDA TSLA INTC AAPL AMD BABA PLTR AMZN QBTS MSTR META BIDU HOOD SMCI VOD NIO GOOGL AVGO SOFI X
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $68, natural gas mixed, gold at $3027